Some are speculating that Wang Lijun was seeking asylum, although the US state department said it could not comment on that issue.
Wang Lijun, 52, gained national recognition after spearheading a crackdown on organized crime in Chongqing.
But he was removed from his post and is now on leave because of “stress”.
One of China’s vice-foreign ministers, Cui Tiankai, said this was an “isolated incident”.
The incident could have ramifications for Wang Lijun’s boss, Bo Xilai, who appears poised to become one of China’s top national leaders later this year.
Bo Xilai has been one of China’s most high-profile politicians of late, launching a campaign that praised the virtues of the country’s communist past, as well as the crime crackdown.
There has been speculation for several days about the fate of Wang Lijun following a disturbance outside the US consulate in Chengdu earlier this week.
Chengdu is just a few hours drive from Chongqing, where Wang Lijun is also the deputy mayor.
People reported seeing swarms of police officers, who set up roadblocks outside the consulate.
Posting comments on Chinese micro-blog sites, some said a SUV-style vehicle with a Chongqing number plate was hauled away by the police.
Speaking in Washington, US state department spokeswoman Victoria Nuland said: “Wang Lijun did request a meeting at the US consulate general in Chengdu earlier this week.”
In carefully-worded comments she added: “He did visit the consulate and he later left the consulate of his own volition.”
Victoria Nuland said the state department did not talk about issues related to those seeking refugee status or asylum.
Then on Wednesday the city government’s news department said on its micro-blog site that he had gone on leave.
“It is understood that Vice-Mayor Wang Lijun, who has suffered overwork and immense mental stress for a long time, is seriously physically indisposed. After agreement, he is currently taking holiday-style medical treatment,” read the tweet.
Wang Lijun headed an attack on organized crime in Chongqing that saw hundreds of people arrested, including the former head of the city’s judicial authorities.
He is a martial arts expert whose crime-fighting exploits once inspired a television series.
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